Version bump 2022.5.1

closes #6911

.pre-commit-config.yaml

@@ -15,9 +15,9 @@ repos:
         additional_dependencies:
           - types-cachetools==5.0.1
           - types-filelock==3.2.6
-          - types-requests==2.27.27
+          - types-requests==2.27.29
           - types-tabulate==0.8.9
-          - types-python-dateutil==2.8.16
+          - types-python-dateutil==2.8.17
         # stages: [push]
 
   - repo: https://github.com/pycqa/isort

docs/advanced-hyperopt.md

@@ -98,6 +98,23 @@ class MyAwesomeStrategy(IStrategy):
 !!! Note
     All overrides are optional and can be mixed/matched as necessary.
 
+### Dynamic parameters
+
+Parameters can also be defined dynamically, but must be available to the instance once the * [`bot_start()` callback](strategy-callbacks.md#bot-start) has been called.
+
+``` python
+
+class MyAwesomeStrategy(IStrategy):
+
+    def bot_start(self, **kwargs) -> None:
+        self.buy_adx = IntParameter(20, 30, default=30, optimize=True)
+
+    # ...
+```
+
+!!! Warning
+    Parameters created this way will not show up in the `list-strategies` parameter count.
+
 ### Overriding Base estimator
 
 You can define your own estimator for Hyperopt by implementing `generate_estimator()` in the Hyperopt subclass.

docs/hyperopt.md

@@ -680,7 +680,7 @@ class MyAwesomeStrategy(IStrategy):
 
 !!! Note
     Values in the configuration file will overwrite Parameter-file level parameters - and both will overwrite parameters within the strategy.
-    The prevalence is therefore: config > parameter file > strategy
+    The prevalence is therefore: config > parameter file > strategy `*_params` > parameter default
 
 ### Understand Hyperopt ROI results
 

docs/requirements-docs.txt

@@ -1,5 +1,5 @@
 mkdocs==1.3.0
-mkdocs-material==8.2.15
+mkdocs-material==8.2.16
 mdx_truly_sane_lists==1.2
 pymdown-extensions==9.4
 jinja2==3.1.2

docs/strategy-callbacks.md

@@ -46,6 +46,9 @@ class AwesomeStrategy(IStrategy):
             self.cust_remote_data = requests.get('https://some_remote_source.example.com')
 
 ```
+
+During hyperopt, this runs only once at startup.
+
 ## Bot loop start
 
 A simple callback which is called once at the start of every bot throttling iteration (roughly every 5 seconds, unless configured differently).
@@ -546,10 +549,11 @@ class AwesomeStrategy(IStrategy):
 
         :param pair: Pair that's about to be bought/shorted.
         :param order_type: Order type (as configured in order_types). usually limit or market.
-        :param amount: Amount in target (quote) currency that's going to be traded.
+        :param amount: Amount in target (base) currency that's going to be traded.
         :param rate: Rate that's going to be used when using limit orders
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
         :param current_time: datetime object, containing the current datetime
+        :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
         :param side: 'long' or 'short' - indicating the direction of the proposed trade
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the buy-order is placed on the exchange.
@@ -583,7 +587,7 @@ class AwesomeStrategy(IStrategy):
                            rate: float, time_in_force: str, exit_reason: str,
                            current_time: datetime, **kwargs) -> bool:
         """
-        Called right before placing a regular sell order.
+        Called right before placing a regular exit order.
         Timing for this function is critical, so avoid doing heavy computations or
         network requests in this method.
 
@@ -591,9 +595,10 @@ class AwesomeStrategy(IStrategy):
 
         When not implemented by a strategy, returns True (always confirming).
 
-        :param pair: Pair that's about to be sold.
+        :param pair: Pair for trade that's about to be exited.
+        :param trade: trade object.
         :param order_type: Order type (as configured in order_types). usually limit or market.
-        :param amount: Amount in quote currency.
+        :param amount: Amount in base currency.
         :param rate: Rate that's going to be used when using limit orders
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
         :param exit_reason: Exit reason.
@@ -601,7 +606,7 @@ class AwesomeStrategy(IStrategy):
                            'exit_signal', 'force_exit', 'emergency_exit']
         :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-        :return bool: When True is returned, then the exit-order is placed on the exchange.
+        :return bool: When True, then the exit-order is placed on the exchange.
             False aborts the process
         """
         if exit_reason == 'force_exit' and trade.calc_profit_ratio(rate) < 0:

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2022.5'
+__version__ = '2022.5.1'
 
 if 'dev' in __version__:
     try:

freqtrade/exchange/binance.py

@@ -53,8 +53,8 @@ class Binance(Exchange):
         ordertype = 'stop' if self.trading_mode == TradingMode.FUTURES else 'stop_loss_limit'
 
         return order['type'] == ordertype and (
-            (side == "sell" and stop_loss > float(order['info']['stopPrice'])) or
-            (side == "buy" and stop_loss < float(order['info']['stopPrice']))
+            (side == "sell" and stop_loss > float(order['stopPrice'])) or
+            (side == "buy" and stop_loss < float(order['stopPrice']))
         )
 
     def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict:

freqtrade/freqtradebot.py

@@ -1203,15 +1203,15 @@ class FreqtradeBot(LoggingMixin):
                 current_order_rate=order_obj.price, entry_tag=trade.enter_tag,
                 side=trade.entry_side)
 
-            full_cancel = False
+            replacing = True
             cancel_reason = constants.CANCEL_REASON['REPLACE']
             if not adjusted_entry_price:
-                full_cancel = True if trade.nr_of_successful_entries == 0 else False
+                replacing = False
                 cancel_reason = constants.CANCEL_REASON['USER_CANCEL']
             if order_obj.price != adjusted_entry_price:
                 # cancel existing order if new price is supplied or None
                 self.handle_cancel_enter(trade, order, cancel_reason,
-                                         allow_full_cancel=full_cancel)
+                                         replacing=replacing)
                 if adjusted_entry_price:
                     # place new order only if new price is supplied
                     self.execute_entry(
@@ -1245,10 +1245,11 @@ class FreqtradeBot(LoggingMixin):
 
     def handle_cancel_enter(
             self, trade: Trade, order: Dict, reason: str,
-            allow_full_cancel: Optional[bool] = True
+            replacing: Optional[bool] = False
     ) -> bool:
         """
         Buy cancel - cancel order
+        :param replacing: Replacing order - prevent trade deletion.
         :return: True if order was fully cancelled
         """
         was_trade_fully_canceled = False
@@ -1286,7 +1287,7 @@ class FreqtradeBot(LoggingMixin):
         if isclose(filled_amount, 0.0, abs_tol=constants.MATH_CLOSE_PREC):
             # if trade is not partially completed and it's the only order, just delete the trade
             open_order_count = len([order for order in trade.orders if order.status == 'open'])
-            if open_order_count <= 1 and allow_full_cancel:
+            if open_order_count <= 1 and trade.nr_of_successful_entries == 0 and not replacing:
                 logger.info(f'{side} order fully cancelled. Removing {trade} from database.')
                 trade.delete()
                 was_trade_fully_canceled = True
@@ -1295,7 +1296,7 @@ class FreqtradeBot(LoggingMixin):
                 # FIXME TODO: This could possibly reworked to not duplicate the code 15 lines below.
                 self.update_trade_state(trade, trade.open_order_id, corder)
                 trade.open_order_id = None
-                logger.info(f'Partial {side} order timeout for {trade}.')
+                logger.info(f'{side} Order timeout for {trade}.')
         else:
             # if trade is partially complete, edit the stake details for the trade
             # and close the order

freqtrade/optimize/backtesting.py

@@ -187,6 +187,7 @@ class Backtesting:
         # since a "perfect" stoploss-exit is assumed anyway
         # And the regular "stoploss" function would not apply to that case
         self.strategy.order_types['stoploss_on_exchange'] = False
+
         self.strategy.ft_bot_start()
 
     def _load_protections(self, strategy: IStrategy):
@@ -894,26 +895,30 @@ class Backtesting:
             self.protections.stop_per_pair(pair, current_time, side)
             self.protections.global_stop(current_time, side)
 
-    def manage_open_orders(self, trade: LocalTrade, current_time, row: Tuple) -> bool:
+    def manage_open_orders(self, trade: LocalTrade, current_time: datetime, row: Tuple) -> bool:
         """
         Check if any open order needs to be cancelled or replaced.
         Returns True if the trade should be deleted.
         """
         for order in [o for o in trade.orders if o.ft_is_open]:
-            if self.check_order_cancel(trade, order, current_time):
+            oc = self.check_order_cancel(trade, order, current_time)
+            if oc:
                 # delete trade due to order timeout
                 return True
-            elif self.check_order_replace(trade, order, current_time, row):
+            elif oc is None and self.check_order_replace(trade, order, current_time, row):
                 # delete trade due to user request
                 self.canceled_trade_entries += 1
                 return True
         # default maintain trade
         return False
 
-    def check_order_cancel(self, trade: LocalTrade, order: Order, current_time) -> bool:
+    def check_order_cancel(
+            self, trade: LocalTrade, order: Order, current_time: datetime) -> Optional[bool]:
         """
         Check if current analyzed order has to be canceled.
-        Returns True if the trade should be Deleted (initial order was canceled).
+        Returns True if the trade should be Deleted (initial order was canceled),
+                False if it's Canceled
+                None if the order is still active.
         """
         timedout = self.strategy.ft_check_timed_out(
             trade,  # type: ignore[arg-type]
@@ -927,12 +932,15 @@ class Backtesting:
                 else:
                     # Close additional entry order
                     del trade.orders[trade.orders.index(order)]
+                    trade.open_order_id = None
+                    return False
             if order.side == trade.exit_side:
                 self.timedout_exit_orders += 1
                 # Close exit order and retry exiting on next signal.
                 del trade.orders[trade.orders.index(order)]
-
-        return False
+                trade.open_order_id = None
+                return False
+        return None
 
     def check_order_replace(self, trade: LocalTrade, order: Order, current_time,
                             row: Tuple) -> bool:

freqtrade/resolvers/strategy_resolver.py

@@ -47,26 +47,7 @@ class StrategyResolver(IResolver):
         strategy: IStrategy = StrategyResolver._load_strategy(
             strategy_name, config=config,
             extra_dir=config.get('strategy_path'))
-
-        if strategy._ft_params_from_file:
-            # Set parameters from Hyperopt results file
-            params = strategy._ft_params_from_file
-            strategy.minimal_roi = params.get('roi', getattr(strategy, 'minimal_roi', {}))
-
-            strategy.stoploss = params.get('stoploss', {}).get(
-                'stoploss', getattr(strategy, 'stoploss', -0.1))
-            trailing = params.get('trailing', {})
-            strategy.trailing_stop = trailing.get(
-                'trailing_stop', getattr(strategy, 'trailing_stop', False))
-            strategy.trailing_stop_positive = trailing.get(
-                'trailing_stop_positive', getattr(strategy, 'trailing_stop_positive', None))
-            strategy.trailing_stop_positive_offset = trailing.get(
-                'trailing_stop_positive_offset',
-                getattr(strategy, 'trailing_stop_positive_offset', 0))
-            strategy.trailing_only_offset_is_reached = trailing.get(
-                'trailing_only_offset_is_reached',
-                getattr(strategy, 'trailing_only_offset_is_reached', 0.0))
-
+        strategy.ft_load_params_from_file()
         # Set attributes
         # Check if we need to override configuration
         #             (Attribute name,                    default,     subkey)

freqtrade/rpc/telegram.py

@@ -785,7 +785,7 @@ class Telegram(RPCHandler):
                 headers=['Exit Reason', 'Exits', 'Wins', 'Losses']
             )
             if len(exit_reasons_tabulate) > 25:
-                self._send_msg(exit_reasons_msg, ParseMode.MARKDOWN)
+                self._send_msg(f"```\n{exit_reasons_msg}```", ParseMode.MARKDOWN)
                 exit_reasons_msg = ''
 
         durations = stats['durations']

freqtrade/strategy/hyper.py

@@ -4,9 +4,8 @@ This module defines a base class for auto-hyperoptable strategies.
 """
 import logging
 from pathlib import Path
-from typing import Any, Dict, Iterator, List, Tuple
+from typing import Any, Dict, Iterator, List, Tuple, Type, Union
 
-from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts, json_load
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
@@ -31,7 +30,10 @@ class HyperStrategyMixin:
         self.ft_sell_params: List[BaseParameter] = []
         self.ft_protection_params: List[BaseParameter] = []
 
-        self._load_hyper_params(config.get('runmode') == RunMode.HYPEROPT)
+        params = self.load_params_from_file()
+        params = params.get('params', {})
+        self._ft_params_from_file = params
+        # Init/loading of parameters is done as part of ft_bot_start().
 
     def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, BaseParameter]]:
         """
@@ -51,28 +53,13 @@ class HyperStrategyMixin:
         for par in params:
             yield par.name, par
 
-    @classmethod
-    def detect_parameters(cls, category: str) -> Iterator[Tuple[str, BaseParameter]]:
-        """ Detect all parameters for 'category' """
-        for attr_name in dir(cls):
-            if not attr_name.startswith('__'):  # Ignore internals, not strictly necessary.
-                attr = getattr(cls, attr_name)
-                if issubclass(attr.__class__, BaseParameter):
-                    if (attr_name.startswith(category + '_')
-                            and attr.category is not None and attr.category != category):
-                        raise OperationalException(
-                            f'Inconclusive parameter name {attr_name}, category: {attr.category}.')
-                    if (category == attr.category or
-                            (attr_name.startswith(category + '_') and attr.category is None)):
-                        yield attr_name, attr
-
     @classmethod
     def detect_all_parameters(cls) -> Dict:
         """ Detect all parameters and return them as a list"""
         params: Dict[str, Any] = {
-            'buy': list(cls.detect_parameters('buy')),
-            'sell': list(cls.detect_parameters('sell')),
-            'protection': list(cls.detect_parameters('protection')),
+            'buy': list(detect_parameters(cls, 'buy')),
+            'sell': list(detect_parameters(cls, 'sell')),
+            'protection': list(detect_parameters(cls, 'protection')),
         }
         params.update({
             'count': len(params['buy'] + params['sell'] + params['protection'])
@@ -80,21 +67,49 @@ class HyperStrategyMixin:
 
         return params
 
-    def _load_hyper_params(self, hyperopt: bool = False) -> None:
+    def ft_load_params_from_file(self) -> None:
+        """
+        Load Parameters from parameter file
+        Should/must run before config values are loaded in strategy_resolver.
+        """
+        if self._ft_params_from_file:
+            # Set parameters from Hyperopt results file
+            params = self._ft_params_from_file
+            self.minimal_roi = params.get('roi', getattr(self, 'minimal_roi', {}))
+
+            self.stoploss = params.get('stoploss', {}).get(
+                'stoploss', getattr(self, 'stoploss', -0.1))
+            trailing = params.get('trailing', {})
+            self.trailing_stop = trailing.get(
+                'trailing_stop', getattr(self, 'trailing_stop', False))
+            self.trailing_stop_positive = trailing.get(
+                'trailing_stop_positive', getattr(self, 'trailing_stop_positive', None))
+            self.trailing_stop_positive_offset = trailing.get(
+                'trailing_stop_positive_offset',
+                getattr(self, 'trailing_stop_positive_offset', 0))
+            self.trailing_only_offset_is_reached = trailing.get(
+                'trailing_only_offset_is_reached',
+                getattr(self, 'trailing_only_offset_is_reached', 0.0))
+
+    def ft_load_hyper_params(self, hyperopt: bool = False) -> None:
         """
         Load Hyperoptable parameters
+        Prevalence:
+        * Parameters from parameter file
+        * Parameters defined in parameters objects (buy_params, sell_params, ...)
+        * Parameter defaults
         """
-        params = self.load_params_from_file()
-        params = params.get('params', {})
-        self._ft_params_from_file = params
-        buy_params = deep_merge_dicts(params.get('buy', {}), getattr(self, 'buy_params', {}))
-        sell_params = deep_merge_dicts(params.get('sell', {}), getattr(self, 'sell_params', {}))
-        protection_params = deep_merge_dicts(params.get('protection', {}),
+
+        buy_params = deep_merge_dicts(self._ft_params_from_file.get('buy', {}),
+                                      getattr(self, 'buy_params', {}))
+        sell_params = deep_merge_dicts(self._ft_params_from_file.get('sell', {}),
+                                       getattr(self, 'sell_params', {}))
+        protection_params = deep_merge_dicts(self._ft_params_from_file.get('protection', {}),
                                              getattr(self, 'protection_params', {}))
 
-        self._load_params(buy_params, 'buy', hyperopt)
-        self._load_params(sell_params, 'sell', hyperopt)
-        self._load_params(protection_params, 'protection', hyperopt)
+        self._ft_load_params(buy_params, 'buy', hyperopt)
+        self._ft_load_params(sell_params, 'sell', hyperopt)
+        self._ft_load_params(protection_params, 'protection', hyperopt)
 
     def load_params_from_file(self) -> Dict:
         filename_str = getattr(self, '__file__', '')
@@ -117,7 +132,7 @@ class HyperStrategyMixin:
 
         return {}
 
-    def _load_params(self, params: Dict, space: str, hyperopt: bool = False) -> None:
+    def _ft_load_params(self, params: Dict, space: str, hyperopt: bool = False) -> None:
         """
         Set optimizable parameter values.
         :param params: Dictionary with new parameter values.
@@ -126,7 +141,7 @@ class HyperStrategyMixin:
             logger.info(f"No params for {space} found, using default values.")
         param_container: List[BaseParameter] = getattr(self, f"ft_{space}_params")
 
-        for attr_name, attr in self.detect_parameters(space):
+        for attr_name, attr in detect_parameters(self, space):
             attr.name = attr_name
             attr.in_space = hyperopt and HyperoptTools.has_space(self.config, space)
             if not attr.category:
@@ -157,3 +172,25 @@ class HyperStrategyMixin:
             if not p.optimize or not p.in_space:
                 params[p.category][name] = p.value
         return params
+
+
+def detect_parameters(
+        obj: Union[HyperStrategyMixin, Type[HyperStrategyMixin]],
+        category: str
+        ) -> Iterator[Tuple[str, BaseParameter]]:
+    """
+    Detect all parameters for 'category' for "obj"
+    :param obj: Strategy object or class
+    :param category: category - usually `'buy', 'sell', 'protection',...
+    """
+    for attr_name in dir(obj):
+        if not attr_name.startswith('__'):  # Ignore internals, not strictly necessary.
+            attr = getattr(obj, attr_name)
+            if issubclass(attr.__class__, BaseParameter):
+                if (attr_name.startswith(category + '_')
+                        and attr.category is not None and attr.category != category):
+                    raise OperationalException(
+                        f'Inconclusive parameter name {attr_name}, category: {attr.category}.')
+                if (category == attr.category or
+                        (attr_name.startswith(category + '_') and attr.category is None)):
+                    yield attr_name, attr

freqtrade/strategy/interface.py

@@ -14,6 +14,7 @@ from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, SignalTagType,
                              SignalType, TradingMode)
+from freqtrade.enums.runmode import RunMode
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds
 from freqtrade.persistence import Order, PairLocks, Trade
@@ -151,6 +152,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         strategy_safe_wrapper(self.bot_start)()
 
+        self.ft_load_hyper_params(self.config.get('runmode') == RunMode.HYPEROPT)
+
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
@@ -284,7 +287,7 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         :param pair: Pair that's about to be bought/shorted.
         :param order_type: Order type (as configured in order_types). usually limit or market.
-        :param amount: Amount in target (quote) currency that's going to be traded.
+        :param amount: Amount in target (base) currency that's going to be traded.
         :param rate: Rate that's going to be used when using limit orders
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
         :param current_time: datetime object, containing the current datetime
@@ -311,7 +314,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param pair: Pair for trade that's about to be exited.
         :param trade: trade object.
         :param order_type: Order type (as configured in order_types). usually limit or market.
-        :param amount: Amount in quote currency.
+        :param amount: Amount in base currency.
         :param rate: Rate that's going to be used when using limit orders
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
         :param exit_reason: Exit reason.

freqtrade/templates/subtemplates/strategy_methods_advanced.j2

@@ -159,7 +159,7 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
 
     :param pair: Pair that's about to be bought/shorted.
     :param order_type: Order type (as configured in order_types). usually limit or market.
-    :param amount: Amount in target (quote) currency that's going to be traded.
+    :param amount: Amount in target (base) currency that's going to be traded.
     :param rate: Rate that's going to be used when using limit orders
     :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
     :param current_time: datetime object, containing the current datetime
@@ -175,7 +175,7 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount:
                        rate: float, time_in_force: str, exit_reason: str,
                        current_time: 'datetime', **kwargs) -> bool:
     """
-    Called right before placing a regular sell order.
+    Called right before placing a regular exit order.
     Timing for this function is critical, so avoid doing heavy computations or
     network requests in this method.
 
@@ -183,10 +183,10 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount:
 
     When not implemented by a strategy, returns True (always confirming).
 
-    :param pair: Pair that's currently analyzed
+    :param pair: Pair for trade that's about to be exited.
     :param trade: trade object.
     :param order_type: Order type (as configured in order_types). usually limit or market.
-    :param amount: Amount in quote currency.
+    :param amount: Amount in base currency.
     :param rate: Rate that's going to be used when using limit orders
     :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
     :param exit_reason: Exit reason.
@@ -194,7 +194,7 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount:
                         'exit_signal', 'force_exit', 'emergency_exit']
     :param current_time: datetime object, containing the current datetime
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-    :return bool: When True is returned, then the exit-order is placed on the exchange.
+    :return bool: When True, then the exit-order is placed on the exchange.
         False aborts the process
     """
     return True

requirements-dev.txt

@@ -7,7 +7,7 @@
 coveralls==3.3.1
 flake8==4.0.1
 flake8-tidy-imports==4.8.0
-mypy==0.950
+mypy==0.960
 pre-commit==2.19.0
 pytest==7.1.2
 pytest-asyncio==0.18.3
@@ -24,6 +24,6 @@ nbconvert==6.5.0
 # mypy types
 types-cachetools==5.0.1
 types-filelock==3.2.6
-types-requests==2.27.27
+types-requests==2.27.29
 types-tabulate==0.8.9
-types-python-dateutil==2.8.16
+types-python-dateutil==2.8.17

requirements.txt

@@ -2,12 +2,12 @@ numpy==1.22.4
 pandas==1.4.2
 pandas-ta==0.3.14b
 
-ccxt==1.83.62
+ccxt==1.84.39
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==37.0.2
 aiohttp==3.8.1
 SQLAlchemy==1.4.36
-python-telegram-bot==13.11
+python-telegram-bot==13.12
 arrow==1.2.2
 cachetools==4.2.2
 requests==2.27.1

tests/exchange/test_binance.py

@@ -154,6 +154,7 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
     order = {
         'type': 'stop_loss_limit',
         'price': 1500,
+        'stopPrice': 1500,
         'info': {'stopPrice': 1500},
     }
     assert exchange.stoploss_adjust(sl1, order, side=side)

tests/optimize/test_hyperopt.py

@@ -509,7 +509,6 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
     hyperopt.min_date = Arrow(2017, 12, 10)
     hyperopt.max_date = Arrow(2017, 12, 13)
     hyperopt.init_spaces()
-    hyperopt.dimensions = hyperopt.dimensions
     generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values()))
     assert generate_optimizer_value == response_expected
 

tests/strategy/strats/hyperoptable_strategy.py

@@ -27,7 +27,6 @@ class HyperoptableStrategy(StrategyTestV2):
         'sell_minusdi': 0.4
     }
 
-    buy_rsi = IntParameter([0, 50], default=30, space='buy')
     buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
     sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
     sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
@@ -45,6 +44,12 @@ class HyperoptableStrategy(StrategyTestV2):
             })
         return prot
 
+    def bot_start(self, **kwargs) -> None:
+        """
+        Parameters can also be defined here ...
+        """
+        self.buy_rsi = IntParameter([0, 50], default=30, space='buy')
+
     def informative_pairs(self):
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.

tests/strategy/test_interface.py

@@ -16,6 +16,7 @@ from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.optimize.space import SKDecimal
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.resolvers import StrategyResolver
+from freqtrade.strategy.hyper import detect_parameters
 from freqtrade.strategy.parameters import (BaseParameter, BooleanParameter, CategoricalParameter,
                                            DecimalParameter, IntParameter, RealParameter)
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
@@ -893,7 +894,7 @@ def test_auto_hyperopt_interface(default_conf):
     default_conf.update({'strategy': 'HyperoptableStrategy'})
     PairLocks.timeframe = default_conf['timeframe']
     strategy = StrategyResolver.load_strategy(default_conf)
-
+    strategy.ft_bot_start()
     with pytest.raises(OperationalException):
         next(strategy.enumerate_parameters('deadBeef'))
 
@@ -908,15 +909,18 @@ def test_auto_hyperopt_interface(default_conf):
     assert strategy.sell_minusdi.value == 0.5
     all_params = strategy.detect_all_parameters()
     assert isinstance(all_params, dict)
-    assert len(all_params['buy']) == 2
+    # Only one buy param at class level
+    assert len(all_params['buy']) == 1
+    # Running detect params at instance level reveals both parameters.
+    assert len(list(detect_parameters(strategy, 'buy'))) == 2
     assert len(all_params['sell']) == 2
     # Number of Hyperoptable parameters
-    assert all_params['count'] == 6
+    assert all_params['count'] == 5
 
     strategy.__class__.sell_rsi = IntParameter([0, 10], default=5, space='buy')
 
     with pytest.raises(OperationalException, match=r"Inconclusive parameter.*"):
-        [x for x in strategy.detect_parameters('sell')]
+        [x for x in detect_parameters(strategy, 'sell')]
 
 
 def test_auto_hyperopt_interface_loadparams(default_conf, mocker, caplog):

tests/test_freqtradebot.py

@@ -1775,9 +1775,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
         'type': 'stop_loss_limit',
         'price': 3,
         'average': 2,
-        'info': {
-            'stopPrice': '2.178'
-        }
+        'stopPrice': '2.178'
     })
 
     mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
@@ -2574,6 +2572,7 @@ def test_check_handle_cancelled_buy(
         get_fee=fee
     )
     freqtrade = FreqtradeBot(default_conf_usdt)
+    open_trade.orders = []
     open_trade.is_short = is_short
     Trade.query.session.add(open_trade)
 
@@ -2956,6 +2955,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
     freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade._notify_enter_cancel = MagicMock()
 
+    # TODO: Convert to real trade
     trade = MagicMock()
     trade.pair = 'LTC/USDT'
     trade.open_rate = 200
@@ -2963,6 +2963,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
     trade.entry_side = "buy"
     l_order['filled'] = 0.0
     l_order['status'] = 'open'
+    trade.nr_of_successful_entries = 0
     reason = CANCEL_REASON['TIMEOUT']
     assert freqtrade.handle_cancel_enter(trade, l_order, reason)
     assert cancel_order_mock.call_count == 1
@@ -3005,7 +3006,9 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho
     freqtrade = FreqtradeBot(default_conf_usdt)
 
     reason = CANCEL_REASON['TIMEOUT']
+    # TODO: Convert to real trade
     trade = MagicMock()
+    trade.nr_of_successful_entries = 0
     trade.pair = 'LTC/ETH'
     trade.entry_side = "sell" if is_short else "buy"
     assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason)
@@ -3038,13 +3041,14 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order
 
     freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade._notify_enter_cancel = MagicMock()
-
+    # TODO: Convert to real trade
     trade = MagicMock()
     trade.pair = 'LTC/USDT'
     trade.entry_side = "buy"
     trade.open_rate = 200
     trade.entry_side = "buy"
     trade.open_order_id = "open_order_noop"
+    trade.nr_of_successful_entries = 0
     l_order['filled'] = 0.0
     l_order['status'] = 'open'
     reason = CANCEL_REASON['TIMEOUT']